NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 70.82 71.35 0.53 0.7% 72.20
High 71.75 72.30 0.55 0.8% 72.77
Low 70.22 68.90 -1.32 -1.9% 68.90
Close 71.37 69.55 -1.82 -2.6% 69.55
Range 1.53 3.40 1.87 122.2% 3.87
ATR 2.34 2.42 0.08 3.2% 0.00
Volume 265,584 178,851 -86,733 -32.7% 1,177,597
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 80.45 78.40 71.42
R3 77.05 75.00 70.49
R2 73.65 73.65 70.17
R1 71.60 71.60 69.86 70.93
PP 70.25 70.25 70.25 69.91
S1 68.20 68.20 69.24 67.53
S2 66.85 66.85 68.93
S3 63.45 64.80 68.62
S4 60.05 61.40 67.68
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.02 79.65 71.68
R3 78.15 75.78 70.61
R2 74.28 74.28 70.26
R1 71.91 71.91 69.90 71.16
PP 70.41 70.41 70.41 70.03
S1 68.04 68.04 69.20 67.29
S2 66.54 66.54 68.84
S3 62.67 64.17 68.49
S4 58.80 60.30 67.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.77 68.90 3.87 5.6% 2.59 3.7% 17% False True 235,519
10 73.23 67.31 5.92 8.5% 2.20 3.2% 38% False False 273,736
20 73.23 59.53 13.70 19.7% 2.36 3.4% 73% False False 268,044
40 73.23 49.55 23.68 34.0% 2.36 3.4% 84% False False 204,674
60 73.23 49.07 24.16 34.7% 2.39 3.4% 85% False False 153,495
80 73.23 44.27 28.96 41.6% 2.45 3.5% 87% False False 120,218
100 73.23 42.19 31.04 44.6% 2.43 3.5% 88% False False 99,040
120 73.23 42.19 31.04 44.6% 2.54 3.7% 88% False False 84,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 86.75
2.618 81.20
1.618 77.80
1.000 75.70
0.618 74.40
HIGH 72.30
0.618 71.00
0.500 70.60
0.382 70.20
LOW 68.90
0.618 66.80
1.000 65.50
1.618 63.40
2.618 60.00
4.250 54.45
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 70.60 70.60
PP 70.25 70.25
S1 69.90 69.90

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These figures are updated between 7pm and 10pm EST after a trading day.

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